+964.8%
MCHP vs EWT
+591.5%
+373.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.3% | +2.1% | -1.8% | -1.2% |
| 30D | -9.8% | +9.4% | -19.1% | -15.6% |
| 3M | -19.7% | +10.9% | -30.6% | -25.0% |
| 6M | +13.6% | +57.9% | -44.4% | -18.4% |
| YTD | +16.5% | +75.9% | -59.4% | -22.7% |
| 1Y | +15.7% | +89.7% | -74.0% | -27.1% |
| 3Y | 0.0% | +200.9% | -200.9% | -53.7% |
| 5Y | +4.4% | +154.5% | -150.1% | -44.3% |
| 10Y | +201.4% | +520.8% | -319.4% | -3.8% |
| All | +964.8% | +591.5% | +373.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling